I stumbled onto a foreign SITE that calls for an "Explorer USER Prompt". Whatever I hit; cancel, the "X" box or enter, the same thing happens. I get another box saying something that I think is in Polish. I hit "OK" or enter and I automatically go back to the "Explorer User Prompt" box. I sign off of AOL and when I come back the same thing happens, not letting me go anywhere else on the page. I've shut down and restarted my COMPUTER and the same thing happens again. It looks, like you caught something.
I assume, this is IE. Do you have Firefox installed?

In order to get you going, try this...
Go Start>Control Panel
Double click on Java.
In General tab>Temporary Internet Files, click on Settings button.
In next window, click on DELETE files button.
In next window, make sure both boxes are checkmarked, and click OK.

Restart computer, and try IE again.
If it's successful, we'll have to check your security status.I'd steer clear of that site...what's on there that you need so badly ? ?
If you have ActiveX enabled you could be in for a World of hurt.